+261.8%
XOM vs IOVA
-64.1%
+325.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.3% | +2.3% |
| 7D | 0.0% | -2.2% | +2.3% | +0.1% |
| 30D | +3.4% | +31.7% | -28.3% | +2.9% |
| 3M | +11.0% | +117.3% | -106.3% | +9.3% |
| 6M | +10.6% | +55.8% | -45.2% | +9.5% |
| YTD | +39.2% | +208.8% | -169.6% | +35.5% |
| 1Y | +52.7% | +255.7% | -203.0% | +47.8% |
| 3Y | +56.8% | +41.7% | +15.1% | +51.7% |
| 5Y | +261.8% | -64.9% | +326.7% | +272.9% |
| All | +261.8% | -64.1% | +325.9% | +272.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling